+3,280.0%
PFE vs COO
+5,988.7%
-2,708.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -1.2% |
| 7D | +1.8% | -2.2% | +4.0% | +1.9% |
| 30D | +10.2% | -7.0% | +17.2% | +10.7% |
| 3M | +12.7% | +12.2% | +0.5% | +11.8% |
| 6M | +10.5% | -15.1% | +25.7% | +11.6% |
| YTD | +20.2% | -15.1% | +35.2% | +21.3% |
| 1Y | +24.1% | +2.3% | +21.7% | +23.7% |
| 3Y | -3.6% | -23.7% | +20.1% | -2.5% |
| 5Y | -20.9% | -38.9% | +18.1% | -19.2% |
| 10Y | +35.8% | +49.9% | -14.1% | +31.7% |
| All | +3,280.0% | +5,988.7% | -2,708.7% | +2,875.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling